scientific article; zbMATH DE number 370524

DOI10.1002/1520-6750(199308)40:5%3C643::AID-NAV3220400508%3E3.0.CO;2-UMaRDI QIDQ4201450zbMATH OpenFDO

Authors Enver Yücesan

Publication date 25 August 1993

Full work available at URL https://doi.org/10.1002/1520-6750(199308)40:5%3C643::AID-NAV3220400508%3E3.0.CO;2-U

zbMATH Keywords

\(M/M/1\) queuesdetecting initialization biasinventory modelmean of a simulation output seriespermutation testsrandomization testssteady-state simulationstesting for change in the mean of stochastic processes

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Applications of statistics (62P99) Inventory, storage, reservoirs (90B05) Queues and service in operations research (90B22)

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Cites work

• Development of Specific hypothesis tests for estimated markov chains
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• scientific article; zbMATH DE number 193976 (Why is no real title available?)
• Importance sampling in systems simulation: A practical failure?
• Law of large numbers for the subseries talues of a statistic from a stationary sequence
• The Large-Sample Power of Tests Based on Permutations of Observations

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(5)

• Initial transient detection in simulations using the second-order cumulant spectrum
• A statistical process control approach to selecting a warm-up period for a discrete-event simulation
• Sequential detection of a steady state
• Optimal Tests for Initialization Bias in Simulation Output
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